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Stochastic Processes and Their Applications

Stochastic Processes and Their Applications
随机过程及其应用
批准号:
203089-2013
负责人:
Kouritzin, Michael
金额:
$1.09万
依托单位:
依托单位国家:
加拿大
项目类别:
Discovery Grants Program - Individual
财政年份:
2017
资助国家:
加拿大
项目状态:
已结题
起止时间:
2017-01-01 至 2018-12-31

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1) Herein, we postulate that the glacial cycles can be completely explained by carbon transfer between atmospheric, stored and buried states. This theory builds upon the glacial burial hypothesis as well as the greenhouse gas effect. We support our hypothesis by developing a closed stochastic model that can statistically reproduce the observed ice-core and ocean-sediment samples over the past two million years.We then use this model to explain: the relatively steeper rise out of glacial states as compared to recession into, the current extended Holocene interglacial epoch, and the somewhat mysterious change from the ancient 41ka world of shallower, higher frequency glacial cycles to the current 100ka world of deep cycles. 2) We will obtain representations for superprocesses (Measure-valued Markov processes here) beneficial to analysis and simulation alike. Superprocesses, in filtering theory, branching processes and population genetic, are a high-density, high-activity limit of particle processes. However, the limit looses: a) the particle representation and b) the joint distribution information (over different times). Kurtz and collaborators (Ocone, Donnelly, Xiong, Rodrigues) introduced levels and Markov mappings that allow an infinite collection of particles and their genealogy in the limit. However, this method is still more clever ideas than a unified theory. Separately, Billingsley studies the existence of probability measures corresponding to joint distributions but nobody has addressed the question: When is a superprocess the projection of a random measure on pathspace? We will investigate both representations and determine when there is no single pathspace random measure. 3) The spine decomposition and the representation approach are not panacea for strong laws of large numbers (SLLN) and large deviation principles (LDP) as many superprocesses lack the compact support property and stochastic equation representation respectively. In the 45 years since Watanabe's classical SLLN for branching Markov processes only isolated SLLN for superprocesses over Euclidean space been discovered. We will investigate SLLNs, CLTs, LDPs and LILs for superprocesses in terms of time and particle approximation.
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Stochastic Processes and Applications
  • 批准号:
    RGPIN-2018-05114
  • 项目类别:
    Discovery Grants Program - Individual
  • 资助金额:
    $2.91万
  • 财政年份:
    2022
  • 负责人:
    Kouritzin, Michael
  • 依托单位:
Stochastic Processes and Applications
  • 批准号:
    RGPIN-2018-05114
  • 项目类别:
    Discovery Grants Program - Individual
  • 资助金额:
    $1.46万
  • 财政年份:
    2021
  • 负责人:
    Kouritzin, Michael
  • 依托单位:
Stochastic Processes and Applications
  • 批准号:
    RGPIN-2018-05114
  • 项目类别:
    Discovery Grants Program - Individual
  • 资助金额:
    $1.46万
  • 财政年份:
    2020
  • 负责人:
    Kouritzin, Michael
  • 依托单位:
Stochastic Processes and Applications
  • 批准号:
    RGPIN-2018-05114
  • 项目类别:
    Discovery Grants Program - Individual
  • 资助金额:
    $1.46万
  • 财政年份:
    2019
  • 负责人:
    Kouritzin, Michael
  • 依托单位:
国内基金
海外基金
Submesoscale Processes Associated with Oceanic Eddies
  • 批准号:
    --
  • 项目类别:
    --
  • 资助金额:
    160万元
  • 批准年份:
    2022
  • 负责人:
    董昌明
  • 依托单位: